BANK OF MONTREAL /CAN/ Q2 2019 Filing

Filed August 9, 2019

Portfolio Value

$118.8M

Holdings

4,446

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (4,446 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	MSFTMICROSOFT CORP	15,681,907	$3.4M	2.88%	Put
2	GOOGLALPHABET INC	1,136,755	$3.3M	2.82%	Put
3	HDHOME DEPOT INC	1,966,951	$3.2M	2.73%	Put
4	VEEVVEEVA SYS INC	183,569	$3.2M	2.70%	Put
5	TRIPTRIPADVISOR INC	945,717	$3.2M	2.67%	Put
6	DISCAUSDDISCOVERY INC	4,165,652	$3.1M	2.59%	Put
7	COTYCOTY INC	228,798	$3.1M	2.58%	Put
8	NWLNEWELL BRANDS INC	953,995	$3.0M	2.52%
9	ATVIEURACTIVISION BLIZZARD INC	551,316	$2.9M	2.48%	Put
10	CDNSCADENCE DESIGN SYSTEM INC	2,810,085	$2.8M	2.34%	Put
11	TWTRUSDTWITTER INC	2,014,607	$2.7M	2.28%	Put
12	TAT&T INC	12,023,548	$2.7M	2.27%	Put
13	HUNHUNTSMAN CORP	374,083	$2.7M	2.25%
14	GTGOODYEAR TIRE & RUBR CO	172,852	$2.6M	2.23%	Call
15	OKTAOKTA INC	21,377	$2.6M	2.22%	Put
16	AAPLAPPLE INC	8,431,920	$2.6M	2.22%	Put
17	ENBENBRIDGE INC	47,082,570	$2.6M	2.21%	Put
18	CNTTQCANNTRUST HLDGS INC	1,256,391	$2.6M	2.21%	Put
19	STZCONSTELLATION BRANDS INC	698,908	$2.6M	2.19%
20	RHT1EURRED HAT INC	175,221	$2.6M	2.18%
21	HIIHUNTINGTON INGALLS INDS INC	297,262	$2.6M	2.18%
22	BACVERIZON COMMUNICATIONS INC	6,759,513	$2.6M	2.17%	Put
23	HRCHILL ROM HLDGS INC	1,668,248	$2.6M	2.17%
24	SIRIEURSIRIUS XM HLDGS INC	754,937	$2.6M	2.16%	Put
25	CMGCHIPOTLE MEXICAN GRILL INC	51,934	$2.5M	2.15%
26	CTLEURCENTURYLINK INC	1,445,374	$2.5M	2.14%	Put
27	DHID R HORTON INC	167,221	$2.5M	2.09%
28	AMATAPPLIED MATLS INC	2,252,748	$2.5M	2.08%	Put
29	PDDPINDUODUO INC	230,146	$2.4M	2.03%	Put
30	STAGSTAG INDL INC	128,352	$2.4M	2.01%
31	ADBEADOBE INC	710,308	$2.4M	2.01%	Put
32	TRPTC ENERGY CORP	32,587,034	$2.4M	2.00%	Put
33	—NIELSEN HLDGS PLC	713,031	$2.4M	2.00%	Call
34	CPBCAMPBELL SOUP CO	327,882	$2.4M	2.00%
35	AKAMAKAMAI TECHNOLOGIES INC	628,191	$2.4M	1.99%
36	BMOBANK MONTREAL QUE	19,548,019	$2.3M	1.98%	Put
37	UNHUNITEDHEALTH GROUP INC	1,474,677	$2.3M	1.97%	Put
38	MRO*MARATHON OIL CORP	324,574	$2.3M	1.95%
39	PPLPPL CORP	2,660,885	$2.3M	1.95%
40	HOGHARLEY DAVIDSON INC	99,063	$2.3M	1.93%
41	HPHELMERICH & PAYNE INC	272,780	$2.3M	1.92%	Call
42	HRLHORMEL FOODS CORP	503,807	$2.3M	1.92%
43	OXYOCCIDENTAL PETE CORP	1,226,998	$2.3M	1.92%	Call
44	BF/BBROWN FORMAN CORP	193,991	$2.3M	1.91%
45	APCANADARKO PETE CORP	219,834	$2.2M	1.89%	Call
46	MFCMANULIFE FINL CORP	67,133,643	$2.2M	1.88%	Call
47	LBEURL BRANDS INC	132,219	$2.2M	1.88%
48	NWENORTHWESTERN CORP	30,882	$2.2M	1.88%
49	DISDISNEY WALT CO	2,839,395	$2.2M	1.86%	Put
50	UTXZUNITED TECHNOLOGIES CORP	1,236,558	$2.2M	1.86%	Put
51	RHIROBERT HALF INTL INC	98,309	$2.2M	1.83%
52	CAHCARDINAL HEALTH INC	509,964	$2.2M	1.82%
53	AVYAVERY DENNISON CORP	106,418	$2.2M	1.82%
54	SYMCEURSYMANTEC CORP	271,167	$2.2M	1.82%
55	WFCWELLS FARGO CO NEW	10,692,257	$2.1M	1.80%	Put
56	CCCHEMOURS CO	138,731	$2.1M	1.79%	Call
57	IJRISHARES TR	1,915,864	$2.1M	1.78%
58	DVNDEVON ENERGY CORP NEW	157,133	$2.1M	1.78%	Call
59	SEESEALED AIR CORP NEW	80,415	$2.1M	1.76%
60	BACBANK AMER CORP	20,471,762	$2.1M	1.76%	Put
61	AWMSKYWORKS SOLUTIONS INC	194,102	$2.1M	1.75%
62	ABTABBOTT LABS	3,657,383	$2.1M	1.74%	Put
63	SBUXSTARBUCKS CORP	1,916,610	$2.1M	1.74%	Put
64	WELLWELLTOWER INC	807,214	$2.0M	1.72%	Call
65	PSXPHILLIPS 66	852,142	$2.0M	1.72%
66	HIGHARTFORD FINL SVCS GROUP INC	330,818	$2.0M	1.71%
67	—L3 TECHNOLOGIES INC	147,721	$2.0M	1.71%
68	NBL2EURNOBLE ENERGY INC	188,927	$2.0M	1.70%
69	DRIDARDEN RESTAURANTS INC	329,705	$2.0M	1.70%
70	PG4PRINCIPAL FINL GROUP INC	916,378	$2.0M	1.70%
71	AMGAFFILIATED MANAGERS GROUP IN	56,168	$2.0M	1.70%
72	MATMATTEL INC	963,806	$2.0M	1.70%	Put
73	FCXFREEPORT-MCMORAN INC	1,855,578	$2.0M	1.69%	Put
74	LNTALLIANT ENERGY CORP	87,506	$2.0M	1.69%
75	EDUNEW ORIENTAL ED & TECH GRP I	705,547	$2.0M	1.69%	Put
76	PNWPINNACLE WEST CAP CORP	180,874	$2.0M	1.68%
77	—ENCANA CORP	20,231,944	$2.0M	1.68%	Put
78	ALLYALLY FINL INC	640,309	$2.0M	1.68%	Call
79	MCXMCCORMICK & CO INC	185,646	$2.0M	1.67%	Put
80	—SUNTRUST BKS INC	1,489,073	$2.0M	1.67%
81	IWFISHARES TR	285,201	$2.0M	1.66%
82	ASRGRUPO AEROPORTUARIO DEL SURE	12,165	$2.0M	1.66%
83	W3UWESTERN UN CO	3,971,354	$2.0M	1.66%
84	MKLMARKEL CORP	4,800	$2.0M	1.65%
85	FFIVF5 NETWORKS INC	738,347	$2.0M	1.65%
86	HBMHUDBAY MINERALS INC	2,837,260	$2.0M	1.64%	Call
87	VMCVULCAN MATLS CO	56,257	$1.9M	1.63%
88	NOVEURNATIONAL OILWELL VARCO INC	256,137	$1.9M	1.62%
89	—NEW AGE BEVERAGES CORP	411,538	$1.9M	1.62%	Put
90	BAXBAXTER INTL INC	563,629	$1.9M	1.61%
91	ADPAUTOMATIC DATA PROCESSING IN	798,527	$1.9M	1.60%	Put
92	SNPSSYNOPSYS INC	92,634	$1.9M	1.60%
93	XBISPDR SERIES TRUST	21,639	$1.9M	1.60%
94	RHPRYMAN HOSPITALITY PPTYS INC	23,369	$1.9M	1.60%
95	LENLENNAR CORP	131,798	$1.9M	1.60%
96	LMTLOCKHEED MARTIN CORP	431,551	$1.9M	1.59%
97	ORCLORACLE CORP	4,895,175	$1.9M	1.59%	Put
98	PFEPFIZER INC	17,458,085	$1.9M	1.58%	Put
99	VSSVANGUARD INTL EQUITY INDEX F	344,456	$1.9M	1.57%
100	NDSNNORDSON CORP	13,114	$1.9M	1.56%

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